| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,528.75 |
2,545.00 |
16.25 |
0.6% |
2,460.00 |
| High |
2,547.50 |
2,565.00 |
17.50 |
0.7% |
2,530.00 |
| Low |
2,521.00 |
2,535.25 |
14.25 |
0.6% |
2,429.50 |
| Close |
2,544.75 |
2,561.00 |
16.25 |
0.6% |
2,523.00 |
| Range |
26.50 |
29.75 |
3.25 |
12.3% |
100.50 |
| ATR |
30.80 |
30.72 |
-0.07 |
-0.2% |
0.00 |
| Volume |
198,952 |
244,811 |
45,859 |
23.1% |
1,020,761 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,643.00 |
2,631.75 |
2,577.25 |
|
| R3 |
2,613.25 |
2,602.00 |
2,569.25 |
|
| R2 |
2,583.50 |
2,583.50 |
2,566.50 |
|
| R1 |
2,572.25 |
2,572.25 |
2,563.75 |
2,578.00 |
| PP |
2,553.75 |
2,553.75 |
2,553.75 |
2,556.50 |
| S1 |
2,542.50 |
2,542.50 |
2,558.25 |
2,548.00 |
| S2 |
2,524.00 |
2,524.00 |
2,555.50 |
|
| S3 |
2,494.25 |
2,512.75 |
2,552.75 |
|
| S4 |
2,464.50 |
2,483.00 |
2,544.75 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.75 |
2,759.75 |
2,578.25 |
|
| R3 |
2,695.25 |
2,659.25 |
2,550.75 |
|
| R2 |
2,594.75 |
2,594.75 |
2,541.50 |
|
| R1 |
2,558.75 |
2,558.75 |
2,532.25 |
2,576.75 |
| PP |
2,494.25 |
2,494.25 |
2,494.25 |
2,503.00 |
| S1 |
2,458.25 |
2,458.25 |
2,513.75 |
2,476.25 |
| S2 |
2,393.75 |
2,393.75 |
2,504.50 |
|
| S3 |
2,293.25 |
2,357.75 |
2,495.25 |
|
| S4 |
2,192.75 |
2,257.25 |
2,467.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,565.00 |
2,489.75 |
75.25 |
2.9% |
27.00 |
1.1% |
95% |
True |
False |
188,969 |
| 10 |
2,565.00 |
2,429.50 |
135.50 |
5.3% |
28.25 |
1.1% |
97% |
True |
False |
196,711 |
| 20 |
2,565.00 |
2,348.50 |
216.50 |
8.5% |
29.00 |
1.1% |
98% |
True |
False |
183,248 |
| 40 |
2,565.00 |
2,204.25 |
360.75 |
14.1% |
32.75 |
1.3% |
99% |
True |
False |
169,638 |
| 60 |
2,565.00 |
2,135.00 |
430.00 |
16.8% |
38.50 |
1.5% |
99% |
True |
False |
123,878 |
| 80 |
2,565.00 |
2,135.00 |
430.00 |
16.8% |
42.25 |
1.7% |
99% |
True |
False |
92,924 |
| 100 |
2,565.00 |
2,034.50 |
530.50 |
20.7% |
46.25 |
1.8% |
99% |
True |
False |
74,353 |
| 120 |
2,565.00 |
2,034.50 |
530.50 |
20.7% |
44.50 |
1.7% |
99% |
True |
False |
61,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,691.50 |
|
2.618 |
2,643.00 |
|
1.618 |
2,613.25 |
|
1.000 |
2,594.75 |
|
0.618 |
2,583.50 |
|
HIGH |
2,565.00 |
|
0.618 |
2,553.75 |
|
0.500 |
2,550.00 |
|
0.382 |
2,546.50 |
|
LOW |
2,535.25 |
|
0.618 |
2,516.75 |
|
1.000 |
2,505.50 |
|
1.618 |
2,487.00 |
|
2.618 |
2,457.25 |
|
4.250 |
2,408.75 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,557.50 |
2,553.50 |
| PP |
2,553.75 |
2,546.00 |
| S1 |
2,550.00 |
2,538.50 |
|